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Dynamic Risk Measures - MaRDI portal

Dynamic Risk Measures (Q5198554)

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scientific article; zbMATH DE number 5936942
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Dynamic Risk Measures
scientific article; zbMATH DE number 5936942

    Statements

    title
    Dynamic Risk Measures (English)
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    author
    Beatrice Acciaio
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    Irina Penner
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    publication date
    8 August 2011
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    zbMATH Keywords
    dynamic convex risk measure
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    robust representation
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    penalty function
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    time consistency
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    entropic risk measure
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    Identifiers

    zbMATH DE Number
    5936942
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    OpenAlex ID
    W2096643160
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    arXiv ID
    1002.3794
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